Anic Equity¶

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Total return since start: 0.563 %¶

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Equity now: -----------------------------> 47752.99 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46358.11 Kr¶

PnL: ---------------------------------------> -530.46 Kr¶

DD now: ---------------------------------> -1.803 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 09:33:00.392351'

Anic Portfolio¶

Today¶

Return: 0.462 %¶

This Week¶

Return: 0.462 %¶

Total¶

Return: 56.331 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -0.170000 3130.400000 159.400000 5.370000 2971.000006
HEBA B 70 0.000000 2793.000000 157.000000 5.960000 2636.000010
Corem Property Group B 59 1.470000 652.540000 75.540000 13.090000 576.999999
Samhällsbyggnadsbo. i Norden B 20 0.330000 426.400000 71.400000 20.110000 355.000000
HMS Networks 2 1.070000 719.600000 46.600000 6.920000 673.000000
FM Mattsson Mora Group B 50 0.000000 2950.000000 23.000000 0.790000 2927.000000
Nordea Bank Abp 29 0.670000 3472.460000 18.460000 0.530000 3453.999992
Samhällsbyggnadsbo. i Norden D 12 1.390000 262.800000 16.800000 6.830000 246.000000
Essity A 4 0.520000 1164.000000 15.000000 1.310000 1149.000000
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Intrum 4 1.430000 540.000000 13.000000 2.470000 527.000000
OEM International B 7 0.260000 538.300000 10.300000 1.950000 527.999997
Norva24 Group 16 -0.120000 552.640000 9.640000 1.780000 543.000000
Midsona B 63 0.000000 592.200000 9.200000 1.580000 582.999984
MedCap 2 1.420000 430.000000 9.000000 2.140000 421.000000
Coor Service Management Hold. 8 -0.950000 540.800000 8.800000 1.650000 532.000000
Essity B 2 0.970000 582.000000 8.000000 1.390000 574.000000
Boozt 12 -0.570000 1660.800000 6.800000 0.410000 1653.999996
Karnov Group 9 -1.790000 541.800000 5.800000 1.080000 536.000004
Creaspac SPAC 6 0.310000 580.800000 3.800000 0.660000 577.000002
AcadeMedia 12 -0.130000 560.640000 3.640000 0.650000 557.000004
Resurs Holding 22 -1.280000 577.500000 3.500000 0.610000 573.999998
Handelsbanken A 5 0.370000 547.750000 1.750000 0.320000 546.000000
Securitas B 6 0.470000 566.280000 -3.720000 -0.650000 570.000000
Swedbank A 3 -0.860000 556.200000 -7.800000 -1.380000 564.000000
CTEK 13 1.180000 524.030000 -9.970000 -1.870000 533.999999
Fastighetsbolag. Emilshus Pref 21 -2.430000 548.100000 -13.900000 -2.470000 562.000005
SAAB B 8 1.070000 3317.600000 -59.400000 -1.760000 3377.000000
International Petroleum Corp. 5 1.150000 526.500000 -68.070000 -11.450000 594.565215
Vivesto 1368 -0.100000 532.970000 -80.030000 -13.060000 612.999432
Sampo Oyj SDB 7 0.000000 3762.500000 -87.500000 -2.270000 3850.000000
OX2 18 -0.700000 1523.700000 -140.300000 -8.430000 1663.999992
Axfood 13 -0.040000 3554.200000 -201.800000 -5.370000 3756.000001
Fasadgruppen Group 35 2.630000 3556.000000 -255.000000 -6.690000 3810.999990
Ovzon 52 2.430000 3068.000000 -294.000000 -8.740000 3361.999992
TOTAL 46358.110000 -530.460000 -1.80321% 46888.564618

Updated:¶

'2023-01-16 09:33:12.835852'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶